+49.6%
XOM vs LYB
+47.1%
+2.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.6% |
| 7D | -9.8% | -5.7% | -4.1% | -7.9% |
| 30D | +0.5% | +4.6% | -4.1% | -0.9% |
| 3M | +9.7% | +5.5% | +4.2% | +7.9% |
| 6M | +8.1% | -19.1% | +27.2% | +14.5% |
| YTD | +40.1% | +47.1% | -7.0% | +29.7% |
| 1Y | +49.6% | +49.0% | +0.6% | +38.3% |
| All | +49.6% | +47.1% | +2.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling